-40.8%
TLT vs U
-29.6%
-11.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.7% | -0.5% |
| 7D | -3.1% | +2.6% | -5.7% | -3.2% |
| 30D | +1.0% | +27.6% | -26.5% | +0.5% |
| 3M | -2.7% | +15.3% | -18.1% | -3.1% |
| 6M | -4.1% | +96.4% | -100.5% | -5.7% |
| YTD | -5.4% | +19.6% | -24.9% | -6.2% |
| 1Y | -7.0% | +42.1% | -49.1% | -8.2% |
| 3Y | +2.8% | +87.5% | -84.7% | -0.2% |
| 5Y | -35.4% | -73.1% | +37.8% | -35.5% |
| All | -40.8% | -29.6% | -11.2% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling